-11.1%
LHX vs GME
-11.9%
+0.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.0% |
| 7D | -4.3% | +10.4% | -14.6% | -4.0% |
| 30D | -15.1% | +14.1% | -29.2% | -14.9% |
| 3M | -21.0% | -4.6% | -16.3% | -20.9% |
| 6M | -32.0% | -13.5% | -18.5% | -31.9% |
| YTD | -15.3% | +5.3% | -20.7% | -16.0% |
| 1Y | -11.1% | -14.9% | +3.8% | -10.9% |
| All | -11.1% | -11.9% | +0.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling